GroupSeq (version 1.0)

tailProbability: tail probability

Description

This function calculates tail probability by numerical integration.

Usage

tailProbability(upperBound, previousDensity, numberOfIntegrationIntervalls, lowerIntegrationLimit, upperIntegrationLimit, standardDeviation)

Arguments

upperBound

~is the argument for evaluation.

previousDensity

is the vector of density values from the previous step.

numberOfIntegrationIntervalls

is the number of intervals for numerical integration.

lowerIntegrationLimit

is the lower integration limit from the previous step.

upperIntegrationLimit

is the upper integration limit from the previous step.

standardDeviation

is the standard deviation of the process increment.

Value

• result
  which is the calculated tail probability

References

http://www.biostat.wisc.edu/landemets/

See Also

groupseq, pnorm integrateByTrapez

Examples

## function depends heavily on calculations before (e.g. 'previousDensity') and calls himself several times
## so you don�t want to use it by manual and therefore an example is not useful.